| Trading Metrics calculated at close of trading on 21-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2000 |
21-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,830.59 |
3,809.86 |
-20.73 |
-0.5% |
3,644.63 |
| High |
3,868.74 |
3,878.67 |
9.93 |
0.3% |
3,868.74 |
| Low |
3,799.97 |
3,785.20 |
-14.77 |
-0.4% |
3,616.71 |
| Close |
3,807.51 |
3,827.62 |
20.11 |
0.5% |
3,807.51 |
| Range |
68.77 |
93.47 |
24.70 |
35.9% |
252.03 |
| ATR |
119.19 |
117.35 |
-1.84 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,110.91 |
4,062.73 |
3,879.03 |
|
| R3 |
4,017.44 |
3,969.26 |
3,853.32 |
|
| R2 |
3,923.97 |
3,923.97 |
3,844.76 |
|
| R1 |
3,875.79 |
3,875.79 |
3,836.19 |
3,899.88 |
| PP |
3,830.50 |
3,830.50 |
3,830.50 |
3,842.54 |
| S1 |
3,782.32 |
3,782.32 |
3,819.05 |
3,806.41 |
| S2 |
3,737.03 |
3,737.03 |
3,810.48 |
|
| S3 |
3,643.56 |
3,688.85 |
3,801.92 |
|
| S4 |
3,550.09 |
3,595.38 |
3,776.21 |
|
|
| Weekly Pivots for week ending 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,520.41 |
4,415.99 |
3,946.13 |
|
| R3 |
4,268.38 |
4,163.96 |
3,876.82 |
|
| R2 |
4,016.35 |
4,016.35 |
3,853.72 |
|
| R1 |
3,911.93 |
3,911.93 |
3,830.61 |
3,964.14 |
| PP |
3,764.32 |
3,764.32 |
3,764.32 |
3,790.43 |
| S1 |
3,659.90 |
3,659.90 |
3,784.41 |
3,712.11 |
| S2 |
3,512.29 |
3,512.29 |
3,761.30 |
|
| S3 |
3,260.26 |
3,407.87 |
3,738.20 |
|
| S4 |
3,008.23 |
3,155.84 |
3,668.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,878.67 |
3,691.27 |
187.40 |
4.9% |
88.47 |
2.3% |
73% |
True |
False |
|
| 10 |
3,878.67 |
3,521.53 |
357.14 |
9.3% |
92.50 |
2.4% |
86% |
True |
False |
|
| 20 |
3,878.67 |
3,341.83 |
536.84 |
14.0% |
124.16 |
3.2% |
90% |
True |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
19.5% |
119.48 |
3.1% |
65% |
False |
False |
|
| 60 |
4,089.04 |
3,033.50 |
1,055.54 |
27.6% |
130.11 |
3.4% |
75% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
31.1% |
140.33 |
3.7% |
78% |
False |
False |
|
| 100 |
4,491.08 |
2,897.27 |
1,593.81 |
41.6% |
168.53 |
4.4% |
58% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.1% |
172.27 |
4.5% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,275.92 |
|
2.618 |
4,123.37 |
|
1.618 |
4,029.90 |
|
1.000 |
3,972.14 |
|
0.618 |
3,936.43 |
|
HIGH |
3,878.67 |
|
0.618 |
3,842.96 |
|
0.500 |
3,831.94 |
|
0.382 |
3,820.91 |
|
LOW |
3,785.20 |
|
0.618 |
3,727.44 |
|
1.000 |
3,691.73 |
|
1.618 |
3,633.97 |
|
2.618 |
3,540.50 |
|
4.250 |
3,387.95 |
|
|
| Fisher Pivots for day following 21-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,831.94 |
3,817.64 |
| PP |
3,830.50 |
3,807.65 |
| S1 |
3,829.06 |
3,797.67 |
|